+68.4%
DJUL vs SPY
+158.2%
-89.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | -0.2% | -1.1% | +0.9% | +0.3% |
| 3M | +2.7% | +3.9% | -1.2% | +1.0% |
| 6M | +7.6% | +13.6% | -6.0% | +1.6% |
| YTD | +7.5% | +12.7% | -5.1% | +1.9% |
| 1Y | +10.1% | +17.5% | -7.4% | +2.4% |
| 3Y | +46.5% | +76.9% | -30.4% | +14.4% |
| 5Y | +55.1% | +83.6% | -28.5% | +18.2% |
| All | +68.4% | +158.2% | -89.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling